-44.5%
TOST vs PEGA
-49.5%
+5.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.1% |
| 7D | +9.4% | -4.5% | +13.9% | +11.7% |
| 30D | +13.5% | -5.7% | +19.2% | +16.4% |
| 3M | -0.1% | +2.6% | -2.7% | -1.9% |
| 6M | +22.5% | -10.6% | +33.1% | +26.8% |
| YTD | -2.4% | -45.5% | +43.1% | +24.0% |
| 1Y | -4.7% | -44.8% | +40.1% | +20.1% |
| 3Y | +103.2% | +45.5% | +57.7% | +38.7% |
| 5Y | -41.2% | -45.3% | +4.1% | -2.4% |
| All | -44.5% | -49.5% | +5.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling